How costly is it to ignore breaks when forecasting the direction of a time series?
| Year of publication: |
2004
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 3, p. 411-425
|
| Publisher: |
Elsevier |